Pub Date : 1900-01-01DOI: 10.1007/978-3-319-13449-9_12
Orakanya Kanjanatarakul, N. Kaewsompong, S. Sriboonchitta, T. Denoeux
{"title":"Estimation and Prediction Using Belief Functions: Application to Stochastic Frontier Analysis","authors":"Orakanya Kanjanatarakul, N. Kaewsompong, S. Sriboonchitta, T. Denoeux","doi":"10.1007/978-3-319-13449-9_12","DOIUrl":"https://doi.org/10.1007/978-3-319-13449-9_12","url":null,"abstract":"","PeriodicalId":168331,"journal":{"name":"Econometrics of Risk","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133414683","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-319-13449-9_30
N. Wichitaksorn, S. Choy
{"title":"Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market","authors":"N. Wichitaksorn, S. Choy","doi":"10.1007/978-3-319-13449-9_30","DOIUrl":"https://doi.org/10.1007/978-3-319-13449-9_30","url":null,"abstract":"","PeriodicalId":168331,"journal":{"name":"Econometrics of Risk","volume":"165 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133970315","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-319-13449-9_16
K. Autchariyapanitkul, Somsak Chanaim, S. Sriboonchitta
{"title":"Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution","authors":"K. Autchariyapanitkul, Somsak Chanaim, S. Sriboonchitta","doi":"10.1007/978-3-319-13449-9_16","DOIUrl":"https://doi.org/10.1007/978-3-319-13449-9_16","url":null,"abstract":"","PeriodicalId":168331,"journal":{"name":"Econometrics of Risk","volume":"111 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121357713","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1007/978-3-319-13449-9_13
Supanika Leurcharusmee, Jirakom Sirisrisakulchai, S. Sriboonchitta, T. Denoeux
{"title":"The Classifier Chain Generalized Maximum Entropy Model for Multi-label Choice Problems","authors":"Supanika Leurcharusmee, Jirakom Sirisrisakulchai, S. Sriboonchitta, T. Denoeux","doi":"10.1007/978-3-319-13449-9_13","DOIUrl":"https://doi.org/10.1007/978-3-319-13449-9_13","url":null,"abstract":"","PeriodicalId":168331,"journal":{"name":"Econometrics of Risk","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121600496","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}